Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 0.655703 0.740500 0.836665 0.954768 1.097254 1.265365 1.481377
2024-12-15 0.572100 0.680699 0.813442 0.990759 1.226390 1.536359 1.988672
2024-12-22 0.522861 0.648267 0.811091 1.044493 1.382181 1.873669 2.687487
2024-12-29 0.476441 0.610235 0.792575 1.069736 1.501353 2.190027 3.479116
2025-01-05 0.437464 0.575641 0.771798 1.085507 1.607403 2.515207 4.436322
2025-01-12 0.400300 0.538274 0.740744 1.078539 1.673296 2.790887 5.448704
2025-01-19 0.359472 0.490777 0.688033 1.027331 1.650325 2.892238 6.137592
2025-01-26 0.338979 0.471264 0.675685 1.040698 1.747099 3.267438 7.788927
2025-02-02 0.321704 0.454724 0.665702 1.055895 1.850323 3.696580 10.004087
2025-02-09 0.301868 0.432205 0.643181 1.044413 1.895704 4.006214 12.174514
2025-02-16 0.287536 0.417177 0.631506 1.051283 1.982330 4.462777 15.602474
2025-02-23 0.267245 0.390793 0.597638 1.010008 1.949889 4.570389 17.578028
2025-03-02 0.247496 0.364536 0.562774 0.964566 1.904178 4.641384 19.680093
2025-03-09 0.239413 0.357230 0.561019 0.986724 2.031053 5.340808 27.793066
2025-03-16 0.234908 0.355564 0.569199 1.030986 2.228561 6.433527 44.564005
2025-03-23 0.227532 0.348300 0.566130 1.050116 2.364151 7.405684 68.483183
2025-03-30 0.219906 0.340015 0.560275 1.062022 2.483422 8.425237 108.116660
2025-04-06 0.210655 0.328181 0.546430 1.053197 2.537286 9.188493 161.027107
2025-04-13 0.197777 0.309036 0.516671 1.002467 2.444245 9.093621 183.893436
2025-04-20 0.192233 0.303000 0.512751 1.014674 2.565194 10.378306 351.226442
2025-04-27 0.187249 0.297672 0.509796 1.028907 2.699144 11.946248 832.114504
2025-05-04 0.180262 0.288192 0.497518 1.017568 2.738079 12.923693 1812.439444
2025-05-11 0.175309 0.282276 0.492253 1.024036 2.847894 14.663199 8849.873003